LiveImpliedQuoteAdj

V8 Message Definiton

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	OptAnalytics
Product	SRAnalytics
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI, SEC	0
okey_mn	TINYINT UNSIGNED	PRI, SEC	0
okey_dy	TINYINT UNSIGNED	PRI, SEC	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)	SEC	''
uprc	FLOAT		0	underlier price usually midmarket
years	FLOAT		0	years to expiration
rate	FLOAT		0	interest rate
sdiv	FLOAT		0	sdiv stock dividend rate
ddiv	FLOAT		0	cumulative discrete dividend values
obid	FLOAT		0	option bid price
oask	FLOAT		0	option ask price
obiv	FLOAT		0	volatility implied by option bid price
oaiv	FLOAT		0	volatility implied by option ask price
satm	FLOAT		0	option atm volatility from SR surface
smny	FLOAT		0	option moneyness
svol	FLOAT		0	option surface volatility
sprc	FLOAT		0	option surface price
smrk	FLOAT		0	option surface price wbounding rules
srSlope	FLOAT		0	srSlope dVol dUprc assuming vol xAxis 0 remains constanthedgeDelta de ve 100 srSlope if hedging with this assumption
de	FLOAT		0	option delta
ga	FLOAT		0	option gamma
th	FLOAT		0	option theta
ve	FLOAT		0	option vega
va	FLOAT		0	option vanna
vo	FLOAT		0	option volga
ro	FLOAT		0	option rho
ph	FLOAT		0	option phi
deDecay	FLOAT		0	option delta decay
up50	FLOAT		0	underlier up 50 slide
dn50	FLOAT		0	underlier dn 50 slide
up15	FLOAT		0	underlier up 15 slide
dn15	FLOAT		0	underlier dn 15 slide
up06	FLOAT		0	underlier up 6 slide
dn08	FLOAT		0	underlier dn 8 slide
synSpot	DOUBLE		0	Synthetic spot price marketderived spot when the underlying is not a traded instrument
prcFramework	enum - PricingFramework		'None'	Spot Equity Forward Cash Future Physical
calcErr	VARCHAR(24)		''	option pricing error if any
calcSource	enum - CalcSource		'None'
uPrcAdjResult	enum - AdjResult		'None'
srcTimestamp	BIGINT		0	OPRA source timestamp nanoseconds since epoch will be zero if calcSource Tick
netTimestamp	BIGINT		0	SR timestamp base data publish time
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	SR timestamp adj data computation time

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

SECONDARY INDEX (ExpirationIndex) (Not Unique)

Field	Sequence
okey_yr	1
okey_mn	2
okey_dy	3

SECONDARY INDEX (TickerIndex) (Not Unique)

Field	Sequence
ticker_tk	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgLiveImpliedQuoteAdj`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='LiveImpliedQuoteAdj' ORDER BY ordinal_position ASC;